Type of Publication: Article in Journal

General Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles - (Forthcoming)

Author(s):
Hoga, Y.
Title of Journal:
Journal of Financial Econometrics
Publication Date:
2020
pages:
1-27
Digital Object Identifier (DOI):
doi:10.1093/jjfinec/nbz032
Additional Content:
Download (365 KB)
Citation:
Download BibTeX